+649.0%
P vs ACM
+131.3%
+517.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.2% | +3.6% | +3.5% |
| 7D | +17.8% | +5.1% | +12.7% | +14.7% |
| 30D | -29.9% | +18.7% | -48.5% | -36.3% |
| 3M | -1.2% | +15.5% | -16.6% | -10.0% |
| 6M | +32.1% | +1.2% | +30.9% | +26.9% |
| YTD | +64.3% | -25.2% | +89.5% | +86.2% |
| 1Y | +24.3% | -46.3% | +70.6% | +71.5% |
| 3Y | +203.2% | -9.6% | +212.8% | +201.0% |
| 5Y | +290.4% | +4.4% | +286.0% | +251.9% |
| All | +649.0% | +131.3% | +517.7% | +306.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ACM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling